CME Australian Dollar Future June 2010
Trading Metrics calculated at close of trading on 05-Mar-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Mar-2010 |
05-Mar-2010 |
Change |
Change % |
Previous Week |
Open |
0.8955 |
0.8892 |
-0.0063 |
-0.7% |
0.8878 |
High |
0.8958 |
0.8996 |
0.0038 |
0.4% |
0.8996 |
Low |
0.8881 |
0.8892 |
0.0011 |
0.1% |
0.8838 |
Close |
0.8906 |
0.8981 |
0.0075 |
0.8% |
0.8981 |
Range |
0.0077 |
0.0104 |
0.0027 |
35.1% |
0.0158 |
ATR |
0.0104 |
0.0104 |
0.0000 |
0.0% |
0.0000 |
Volume |
4,660 |
4,920 |
260 |
5.6% |
14,919 |
|
Daily Pivots for day following 05-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9268 |
0.9229 |
0.9038 |
|
R3 |
0.9164 |
0.9125 |
0.9010 |
|
R2 |
0.9060 |
0.9060 |
0.9000 |
|
R1 |
0.9021 |
0.9021 |
0.8991 |
0.9041 |
PP |
0.8956 |
0.8956 |
0.8956 |
0.8966 |
S1 |
0.8917 |
0.8917 |
0.8971 |
0.8937 |
S2 |
0.8852 |
0.8852 |
0.8962 |
|
S3 |
0.8748 |
0.8813 |
0.8952 |
|
S4 |
0.8644 |
0.8709 |
0.8924 |
|
|
Weekly Pivots for week ending 05-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9412 |
0.9355 |
0.9068 |
|
R3 |
0.9254 |
0.9197 |
0.9024 |
|
R2 |
0.9096 |
0.9096 |
0.9010 |
|
R1 |
0.9039 |
0.9039 |
0.8995 |
0.9068 |
PP |
0.8938 |
0.8938 |
0.8938 |
0.8953 |
S1 |
0.8881 |
0.8881 |
0.8967 |
0.8910 |
S2 |
0.8780 |
0.8780 |
0.8952 |
|
S3 |
0.8622 |
0.8723 |
0.8938 |
|
S4 |
0.8464 |
0.8565 |
0.8894 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9438 |
2.618 |
0.9268 |
1.618 |
0.9164 |
1.000 |
0.9100 |
0.618 |
0.9060 |
HIGH |
0.8996 |
0.618 |
0.8956 |
0.500 |
0.8944 |
0.382 |
0.8932 |
LOW |
0.8892 |
0.618 |
0.8828 |
1.000 |
0.8788 |
1.618 |
0.8724 |
2.618 |
0.8620 |
4.250 |
0.8450 |
|
|
Fisher Pivots for day following 05-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
0.8969 |
0.8967 |
PP |
0.8956 |
0.8953 |
S1 |
0.8944 |
0.8939 |
|